+3,422.5%
CSX vs XLY
+1,125.3%
+2,297.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | -2.3% | -4.9% | +2.6% | +1.6% |
| 3M | +4.3% | -1.0% | +5.3% | +4.2% |
| 6M | +23.4% | 0.0% | +23.4% | +21.6% |
| YTD | +36.4% | -4.2% | +40.6% | +38.8% |
| 1Y | +53.0% | -2.7% | +55.7% | +53.0% |
| 3Y | +70.6% | +38.4% | +32.2% | +23.4% |
| 5Y | +65.5% | +28.9% | +36.5% | +20.4% |
| 10Y | +482.4% | +214.7% | +267.6% | +94.3% |
| All | +3,422.5% | +1,125.3% | +2,297.3% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling